The majority of studies on environmental justice show that groups with lower socioeconomic status are more likely to face higher levels of air pollution. Most of these studies have assumed simple, linear associations between pollution and deprived groups. However, empirical evidence suggests that health impacts are greater at high-pollution concentrations. In this paper, we investigate the associations of extreme levels of particulate matter up to 10 micrometres in size (PM 10) and ozone with deprived conditions, children and elderly people at sub-municipal level in Mexico City, using Áreas Geoestadisticas Básicas (AGEBs) as the unit of analysis. We used spatial quantile regression to analyse the association for each quantile of the range of pollution values, while also addressing spatial autocorrelation issues. Across AGEBs, higher levels of PM 10 are significantly positively associated with deprived economic conditions and elderly people. These results demonstrate clear variations in the associations between PM 10 and vulnerable groups across the ranges of these pollutants. Ozone levels are positively associated with higher numbers of children. The findings reflect differences in the source and degradation of these pollutants and provide important evidence for decision-makers addressing air pollution inequalities and injustice in Mexico City and other cities.